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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Quantitative finance"
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Search: subject:"Volatilität"
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Volatility
292
Volatilität
292
Stochastic process
116
Stochastischer Prozess
116
Option pricing theory
109
Optionspreistheorie
109
Theorie
90
Theory
90
Estimation
67
Schätzung
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62
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52
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48
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45
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31
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Stochastic volatility
28
Option trading
24
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Derivat
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20
Aktienmarkt
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292
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Escobar, Marcos
4
Rosenbaum, Mathieu
4
Sornette, Didier
4
Barndorff-Nielsen, Ole E.
3
Bayer, Christian
3
Cui, Zhenyu
3
Felpel, Mike
3
Gallo, Giampiero M.
3
Gatheral, Jim
3
Ghysels, Eric
3
Horvath, Blanka Nora
3
Härdle, Wolfgang
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Koopman, Siem Jan
3
Lillo, Fabrizio
3
McWalter, Thomas A.
3
Radoičić, Radoš
3
Ruiz, Esther
3
Wehrli, Alexander
3
Aguilar, Jean-Philippe
2
Alexander, Carol
2
Alòs, Elisa
2
Badescu, Alexandru
2
Bellini, Fabio
2
Bormetti, Giacomo
2
Bos, Charles S.
2
Brownlees, Christian
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Caporin, Massimiliano
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Cheng, Yuyang
2
De Marco, Stefano
2
Engle, Robert F.
2
Fengler, Matthias R.
2
Fleming, Jeff
2
Forde, Martin
2
Friz, Peter K.
2
Fukasawa, Masaaki
2
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2
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Quantitative finance
Energy economics
598
Finance research letters
514
International review of financial analysis
398
Applied economics
376
Journal of banking & finance
374
The journal of futures markets
354
Economic modelling
337
International review of economics & finance : IREF
337
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
319
Applied financial economics
265
Journal of empirical finance
259
Applied economics letters
257
Research in international business and finance
253
Economics letters
247
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
235
Journal of international money and finance
221
Journal of risk and financial management : JRFM
197
Journal of financial economics
184
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
The European journal of finance
148
Journal of economic dynamics & control
146
International journal of forecasting
140
International journal of finance & economics : IJFE
139
Journal of forecasting
130
The review of financial studies
125
The journal of finance : the journal of the American Finance Association
116
Applied mathematical finance
115
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
111
Computational economics
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Global finance journal
103
Journal of financial and quantitative analysis : JFQA
103
Review of quantitative finance and accounting
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ECONIS (ZBW)
292
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292
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1
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
2
Functional quantization of rough volatility and applications to volatility derivatives
Bonesini, O.
;
Callegaro, Giulia
;
Jacquier, Antoine
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1769-1792
Persistent link: https://www.econbiz.de/10014452470
Saved in:
3
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
4
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
5
VIX pricing in the rBergomi model under a regime switching change of measure
Guerreiro, Henrique
;
Guerra, João
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 721-738
Persistent link: https://www.econbiz.de/10014304326
Saved in:
6
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
7
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
8
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
9
Empirical deep hedging
Mikkilä, Oskari
;
Kanniainen, Juho
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
Saved in:
10
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
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